+3.5%
AXP vs UEC
-57.1%
+60.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.9% | +7.6% | -1.6% |
| 7D | +0.4% | -20.5% | +20.9% | +1.8% |
| 30D | +7.0% | -35.9% | +42.9% | +9.9% |
| 3M | -6.6% | -39.6% | +33.0% | -3.9% |
| 6M | +3.5% | -55.3% | +58.8% | +6.5% |
| All | +3.5% | -57.1% | +60.6% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling